Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem
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Publication:4567023
DOI10.1109/TAC.2017.2719287zbMath1390.93848OpenAlexW2696788000MaRDI QIDQ4567023
Juanjuan Xu, Xie, Lihua, Huan-Shui Zhang
Publication date: 27 June 2018
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2017.2719287
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)
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